Internal problem ID [15392]
Internal file name [OUTPUT/15393_Wednesday_May_08_2024_03_57_48_PM_79081408/index.tex]
Book: A book of problems in ordinary differential equations. M.L. KRASNOV, A.L. KISELYOV,
G.I. MARKARENKO. MIR, MOSCOW. 1983
Section: Chapter 2 (Higher order ODE’s). Section 15.4 Nonhomogeneous linear equations with
constant coefficients. The Euler equations. Exercises page 143
Problem number: 624.
ODE order: 3.
ODE degree: 1.
The type(s) of ODE detected by this program : "higher_order_missing_y"
Maple gives the following as the ode type
[[_3rd_order, _missing_y]]
\[ \boxed {x^{2} y^{\prime \prime \prime }-3 x y^{\prime \prime }+3 y^{\prime }=0} \] Since \(y\) is missing from the ode then we can use the substitution \(y^{\prime } = v \left (x \right )\) to reduce the order by one. The ODE becomes \begin {align*} x^{2} v^{\prime \prime }\left (x \right )-3 v^{\prime }\left (x \right ) x +3 v \left (x \right ) = 0 \end {align*}
This is Euler second order ODE. Let the solution be \(v \left (x \right ) = x^r\), then \(v'=r x^{r-1}\) and \(v''=r(r-1) x^{r-2}\). Substituting these back into the given ODE gives \[ x^{2}(r(r-1))x^{r-2}-3 x r x^{r-1}+3 x^{r} = 0 \] Simplifying gives \[ r \left (r -1\right )x^{r}-3 r\,x^{r}+3 x^{r} = 0 \] Since \(x^{r}\neq 0\) then dividing throughout by \(x^{r}\) gives \[ r \left (r -1\right )-3 r+3 = 0 \] Or \[ r^{2}-4 r +3 = 0 \tag {1} \] Equation (1) is the characteristic equation. Its roots determine the form of the general solution. Using the quadratic equation the roots are \begin {align*} r_1 &= 1\\ r_2 &= 3 \end {align*}
Since the roots are real and distinct, then the general solution is \[ v \left (x \right )= c_{1} v_1 + c_{2} v_2 \] Where \(v_1 = x^{r_1}\) and \(v_2 = x^{r_2} \). Hence \[ v \left (x \right ) = c_{2} x^{3}+c_{1} x \] But since \(y^{\prime } = v \left (x \right )\) then we now need to solve the ode \(y^{\prime } = c_{2} x^{3}+c_{1} x\). Integrating both sides gives \begin {align*} y &= \int { c_{2} x^{3}+c_{1} x\,\mathop {\mathrm {d}x}}\\ &= \frac {1}{4} x^{4} c_{2} +\frac {1}{2} c_{1} x^{2}+c_{3} \end {align*}
Summary
The solution(s) found are the following \begin{align*} \tag{1} y &= \frac {1}{4} x^{4} c_{2} +\frac {1}{2} c_{1} x^{2}+c_{3} \\ \end{align*}
Verification of solutions
\[ y = \frac {1}{4} x^{4} c_{2} +\frac {1}{2} c_{1} x^{2}+c_{3} \] Verified OK.
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x^{2} y^{\prime \prime \prime }-3 y^{\prime \prime } x +3 y^{\prime }=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 3 \\ {} & {} & y^{\prime \prime \prime } \\ \bullet & {} & \textrm {Isolate 3rd derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=\frac {3 \left (y^{\prime \prime } x -y^{\prime }\right )}{x^{2}} \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }-\frac {3 y^{\prime \prime }}{x}+\frac {3 y^{\prime }}{x^{2}}=0 \\ \bullet & {} & \textrm {Multiply by denominators of the ODE}\hspace {3pt} \\ {} & {} & x^{2} y^{\prime \prime \prime }-3 y^{\prime \prime } x +3 y^{\prime }=0 \\ \bullet & {} & \textrm {Make a change of variables}\hspace {3pt} \\ {} & {} & t =\ln \left (x \right ) \\ \square & {} & \textrm {Substitute the change of variables back into the ODE}\hspace {3pt} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {1st}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime }=\left (\frac {d}{d t}y \left (t \right )\right ) t^{\prime }\left (x \right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime }=\frac {\frac {d}{d t}y \left (t \right )}{x} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {2nd}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right ) {t^{\prime }\left (x \right )}^{2}+t^{\prime \prime }\left (x \right ) \left (\frac {d}{d t}y \left (t \right )\right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\frac {\frac {d^{2}}{d t^{2}}y \left (t \right )}{x^{2}}-\frac {\frac {d}{d t}y \left (t \right )}{x^{2}} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {3rd}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=\left (\frac {d^{3}}{d t^{3}}y \left (t \right )\right ) {t^{\prime }\left (x \right )}^{3}+3 t^{\prime }\left (x \right ) t^{\prime \prime }\left (x \right ) \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )+t^{\prime \prime \prime }\left (x \right ) \left (\frac {d}{d t}y \left (t \right )\right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=\frac {\frac {d^{3}}{d t^{3}}y \left (t \right )}{x^{3}}-\frac {3 \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )}{x^{3}}+\frac {2 \left (\frac {d}{d t}y \left (t \right )\right )}{x^{3}} \\ & {} & \textrm {Substitute the change of variables back into the ODE}\hspace {3pt} \\ {} & {} & x^{2} \left (\frac {\frac {d^{3}}{d t^{3}}y \left (t \right )}{x^{3}}-\frac {3 \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )}{x^{3}}+\frac {2 \left (\frac {d}{d t}y \left (t \right )\right )}{x^{3}}\right )-3 \left (\frac {\frac {d^{2}}{d t^{2}}y \left (t \right )}{x^{2}}-\frac {\frac {d}{d t}y \left (t \right )}{x^{2}}\right ) x +\frac {3 \left (\frac {d}{d t}y \left (t \right )\right )}{x}=0 \\ \bullet & {} & \textrm {Simplify}\hspace {3pt} \\ {} & {} & \frac {\frac {d^{3}}{d t^{3}}y \left (t \right )-6 \frac {d^{2}}{d t^{2}}y \left (t \right )+8 \frac {d}{d t}y \left (t \right )}{x}=0 \\ \bullet & {} & \textrm {Isolate 3rd derivative}\hspace {3pt} \\ {} & {} & \frac {d^{3}}{d t^{3}}y \left (t \right )=6 \frac {d^{2}}{d t^{2}}y \left (t \right )-8 \frac {d}{d t}y \left (t \right ) \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y \left (t \right )\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & \frac {d^{3}}{d t^{3}}y \left (t \right )-6 \frac {d^{2}}{d t^{2}}y \left (t \right )+8 \frac {d}{d t}y \left (t \right )=0 \\ \square & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{1}\left (t \right ) \\ {} & {} & y_{1}\left (t \right )=y \left (t \right ) \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{2}\left (t \right ) \\ {} & {} & y_{2}\left (t \right )=\frac {d}{d t}y \left (t \right ) \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{3}\left (t \right ) \\ {} & {} & y_{3}\left (t \right )=\frac {d^{2}}{d t^{2}}y \left (t \right ) \\ {} & \circ & \textrm {Isolate for}\hspace {3pt} \frac {d}{d t}y_{3}\left (t \right )\hspace {3pt}\textrm {using original ODE}\hspace {3pt} \\ {} & {} & \frac {d}{d t}y_{3}\left (t \right )=6 y_{3}\left (t \right )-8 y_{2}\left (t \right ) \\ & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & {} & \left [y_{2}\left (t \right )=\frac {d}{d t}y_{1}\left (t \right ), y_{3}\left (t \right )=\frac {d}{d t}y_{2}\left (t \right ), \frac {d}{d t}y_{3}\left (t \right )=6 y_{3}\left (t \right )-8 y_{2}\left (t \right )\right ] \\ \bullet & {} & \textrm {Define vector}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}\left (t \right )=\left [\begin {array}{c} y_{1}\left (t \right ) \\ y_{2}\left (t \right ) \\ y_{3}\left (t \right ) \end {array}\right ] \\ \bullet & {} & \textrm {System to solve}\hspace {3pt} \\ {} & {} & \frac {d}{d t}{\moverset {\rightarrow }{y}}\left (t \right )=\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & -8 & 6 \end {array}\right ]\cdot {\moverset {\rightarrow }{y}}\left (t \right ) \\ \bullet & {} & \textrm {Define the coefficient matrix}\hspace {3pt} \\ {} & {} & A =\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & -8 & 6 \end {array}\right ] \\ \bullet & {} & \textrm {Rewrite the system as}\hspace {3pt} \\ {} & {} & \frac {d}{d t}{\moverset {\rightarrow }{y}}\left (t \right )=A \cdot {\moverset {\rightarrow }{y}}\left (t \right ) \\ \bullet & {} & \textrm {To solve the system, find the eigenvalues and eigenvectors of}\hspace {3pt} A \\ \bullet & {} & \textrm {Eigenpairs of}\hspace {3pt} A \\ {} & {} & \left [\left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ], \left [2, \left [\begin {array}{c} \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]\right ], \left [4, \left [\begin {array}{c} \frac {1}{16} \\ \frac {1}{4} \\ 1 \end {array}\right ]\right ]\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{1}=\left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [2, \left [\begin {array}{c} \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{2}={\mathrm e}^{2 t}\cdot \left [\begin {array}{c} \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [4, \left [\begin {array}{c} \frac {1}{16} \\ \frac {1}{4} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{3}={\mathrm e}^{4 t}\cdot \left [\begin {array}{c} \frac {1}{16} \\ \frac {1}{4} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {General solution to the system of ODEs}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=c_{1} {\moverset {\rightarrow }{y}}_{1}+c_{2} {\moverset {\rightarrow }{y}}_{2}+c_{3} {\moverset {\rightarrow }{y}}_{3} \\ \bullet & {} & \textrm {Substitute solutions into the general solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=c_{2} {\mathrm e}^{2 t}\cdot \left [\begin {array}{c} \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]+c_{3} {\mathrm e}^{4 t}\cdot \left [\begin {array}{c} \frac {1}{16} \\ \frac {1}{4} \\ 1 \end {array}\right ]+\left [\begin {array}{c} c_{1} \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {First component of the vector is the solution to the ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=\frac {c_{2} {\mathrm e}^{2 t}}{4}+\frac {c_{3} {\mathrm e}^{4 t}}{16}+c_{1} \\ \bullet & {} & \textrm {Change variables back using}\hspace {3pt} t =\ln \left (x \right ) \\ {} & {} & y=\frac {1}{4} c_{2} x^{2}+\frac {1}{16} c_{3} x^{4}+c_{1} \end {array} \]
Maple trace
`Methods for third order ODEs: --- Trying classification methods --- trying a quadrature checking if the LODE has constant coefficients checking if the LODE is of Euler type <- LODE of Euler type successful`
✓ Solution by Maple
Time used: 0.016 (sec). Leaf size: 16
dsolve(x^2*diff(y(x),x$3)-3*x*diff(y(x),x$2)+3*diff(y(x),x)=0,y(x), singsol=all)
\[ y \left (x \right ) = c_{3} x^{4}+c_{2} x^{2}+c_{1} \]
✓ Solution by Mathematica
Time used: 0.011 (sec). Leaf size: 26
DSolve[x^2*y'''[x]-3*x*y''[x]+3*y'[x]==0,y[x],x,IncludeSingularSolutions -> True]
\[ y(x)\to \frac {c_2 x^4}{4}+\frac {c_1 x^2}{2}+c_3 \]